*! version 0.12.06 19jun2012
help movavg

Title

movavg -- MATA based Moving Average generator

Syntax

movavg
newvar =varname [if]
[, lags(#)
replace]

by is allowed for 1 varname.

lags(#) Number of time periods (observations) to be considered in the window.

replace Same behavior as in generate.

Description

movavg performs high speed Moving Average calculation using MATA base computations.

In the case of "by", efficiency gains are very high, in terms of computation speed,
as a contrast of loop based algorithms as this implementations uses matrix algebra instead.

Examples

Setup

. sysuse auto

. sort rep78

Computes the moving average of price over a 3 period window

. movavg ma3lags = price, lags(3)

Computes the moving average of price by rep78 over a 3 period window

. by rep78: movavg ma3lags_by = price, lags(3)

Author

George Vega Yon, Superindentencia de Pensiones. mailto:gvega@spensiones.cl